On the rate of convergence in the multidimensional CLT for martingales

DOI10.1007/BF00970792zbMath0782.60022MaRDI QIDQ1178911

Kęstutis Kubilius

Publication date: 26 June 1992

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

rate of convergencecentral limit theoremLévy-Prokhorov distanceconditionally-independent incrementsmixtures of Gaussian random vectors

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44)

Cites Work

• A note on the rate of convergence in the martingale central limit theorem
• On the rate of convergence in the central limit theorem for martingales with discrete and continuous time
• Distribution function inequalities for martingales
• A Smoothing Inequality for Estimates of the Lévy–Prokhorov Distance
• The Existence of Probability Measures with Given Marginals
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